+30.0%
ECL vs TSN
-22.4%
+52.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -2.6% | -6.3% | +3.7% | -1.1% |
| 30D | -2.2% | -10.8% | +8.6% | +0.6% |
| 3M | +10.1% | -8.8% | +18.9% | +12.4% |
| 6M | -5.7% | -16.8% | +11.1% | -1.8% |
| YTD | +7.0% | -10.0% | +17.0% | +9.0% |
| 1Y | +2.7% | -5.3% | +7.9% | +3.0% |
| 3Y | +57.7% | +8.5% | +49.2% | +50.2% |
| All | +30.0% | -22.4% | +52.4% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TSN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling